WebSockets · Futures
Futures trades stream
/v1/ws/futures/tradeswsFuturesTradesOne event per trade of a product (ES) or a dated contract (ESZ6), with the price as a decimal and in ticks. A product selects its front contract.
Connect and subscribe
Open wss://api.ordermap.si/v1/ws/futures/trades?symbols=ES with your key in the Authorization header, then send a subscribe message. Up to 25 symbols per connection. One connection per account per stream; streams need API Pro. The protocol, limits and close codes are in WebSockets.
Node.js
import WebSocket from "ws";
const ws = new WebSocket("wss://api.ordermap.si/v1/ws/futures/trades?symbols=ES", {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
ws.on("open", () => ws.send(JSON.stringify({ action: "subscribe", symbols: ["ES"], filters: { min_size: 100 } })));
ws.on("message", (raw) => {
const message = JSON.parse(raw.toString());
if (message.type === "event") console.log(message.seq, message.data);
if (message.type === "gap") console.warn("continuity lost: refetch the range over REST", message);
});
ws.on("close", (code, reason) => console.log("closed", code, reason.toString()));Subscribe message
{"action":"subscribe","symbols":["ES"],"filters":{"min_size":100}}Subscription parameters
3 parameters, none required. Send them in the query string of the upgrade request, or as the filters of a subscribe message.
| Parameter | Type and limits | Description |
|---|---|---|
symbolsqueryoptional | array<string>comma-separated in one parameter1 to 25 itemseach at most 128 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,9}$ | Symbols to subscribe to (up to 25). |
min_queryoptional | integermin 1max 1000000000 | Minimum size in contracts. |
sidequeryoptional | array<string>comma-separated in one parameterbuysellunknown1 to 3 items | Only these aggressor sides. |
Event
Each event is one message: {"type":"event","event_type":"futures.trades","seq":N,"data":{...}}.
data of futures.trades
contractstringrequiredDated contract that traded, for example ESZ6.idstringrequiredTrade id: the content hash that futures trade history reports.pricenumberrequiredTrade price.price_ticksstringrequiredPrice in ticks, as an integer string.sidestringrequiredAggressor side; unknown when it could not be classified.buysellunknownsizeintegerrequiredContracts traded.symbolstringrequiredThe symbol subscribed to (a product or a contract).timestampintegerunix-msrequiredExchange time of the trade. Unix epoch milliseconds (UTC).
Example event
{
"type": "event",
"event_type": "futures.trades",
"seq": 1,
"data": {
"contract": "ESZ6",
"id": "9f2c4e1a7b3d",
"price": 5801.25,
"price_ticks": "23205",
"side": "buy",
"size": 3,
"symbol": "ES",
"timestamp": 1792161000123
}
}Before the upgrade
Errors before the upgrade are ordinary JSON errors; after it, problems arrive as messages and close codes (see WebSockets).
| Status | Meaning | Body |
|---|---|---|
101 | Switching protocols: WebSocket protocol ordermap.v1. | Switching protocols |
400 | Invalid handshake parameters. | Error object |
401 | Missing or invalid API key (Authorization, X-API-Key or, from a browser, the ordermap.key. subprotocol). | Error object |
403 | The plan has no streaming (streaming_not_in_plan), the dataset is not released, or the account is suspended. | Error object |
409 | stream_connection_limit: one live connection per account per event type.Retry-After | Error object |
426 | The request is not a WebSocket upgrade. | Error object |
429 | Rate limit or WebSocket cooldown.Retry-After | Error object |
503 | stream_unavailable: the stream is not enabled or its source is down; retry after Retry-After seconds.Retry-After | Error object |
Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.